+53.9%
F vs LEN
-10.8%
+64.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +5.3% | -3.2% | +8.5% | +6.9% |
| 30D | +4.6% | -4.9% | +9.5% | +6.9% |
| 3M | -3.7% | -8.5% | +4.8% | -0.3% |
| 6M | +16.8% | -20.7% | +37.5% | +29.0% |
| YTD | +15.3% | -17.4% | +32.7% | +23.8% |
| 1Y | +31.0% | -38.2% | +69.3% | +62.0% |
| 3Y | +45.4% | -24.9% | +70.3% | +51.6% |
| All | +53.9% | -10.8% | +64.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling